Job Seeker

Job Title Basel Validation and Implementation, Vice President
Reference Code PF-0070/2018
Job Summary
Our client is a major Chinese Bank, and they are looking for a candidate to join its Basel Team as Vice President. - Basel Implementation and Development - Strong programming skill (SAS, VBA, SQL and C++) - Experience with SAS
Job Description
Job Responsibilities 1. Responsible for the development, implementation and enhancement of credit risk rating models and systems. 2. Provide support to model governance, model validation, internal and external audit. 3. Work closely with regulators and internal stakeholders on credit risk model development, or and other data management exercise to ensure compliance of regulatory requirements 4. Support the Bank’s development, enhancement and implementation of IRB models 5. To participate in system development projects and co-ordinate change request for credit risk monitoring systems, including specifications, implementation and UAT testing 6. To develop, manage and maintain data control framework for credit risk model development 7. Obtain a high level understanding on the internal rating based approach requirements from various regulatory bodies, such as CBRC and HKMA.
Job Requirment
Requirements 1. 7+ years of relevant experience in credit risk management or related risk management field 2. Bachelor degree in statistics, mathematics, computer engineering, risk management or quantitative sciences. 3. Detailed and hands-on knowledge in credit risk modelling and its applications in banks and other institutions Basel II related implementation experience and knowledge preferably on advance approach for credit risk (FIRB and AIRB) 4. Deep technical knowledge of customer segmentation, model development, portfolio analytics, data mining development and applications 5. Strong programming skill (SAS, VBA, SQL and C++) 6. Experience with SAS is essential 7. Strong leadership and management skills 8. Fluency in Mandarin, English and Cantonese.
Application Detail
Interested parties, please send your CV (in MS Word format) with availability, current & expected salary and contact phone number to [email protected] with a copy to [email protected] *All personal information collected will be treated in strict confidence and used for recruitment purpose only.
Post Date (YYYY/MM/DD) 2018/05/08
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